On the unequal probability of a price move up or down - page 178

 
Олег avtomat:

and in your flooding as well.

computers treat me, I don't need to, because I used to do it when I was a kid.
 
Evgeniy Chumakov:


0.32 + 0.38 + 0.29 = 1

and:1 = const

and here the desperate ones from triangles (tripod type) are going to squeeze a profit ;)))

the losses there on the spread, that's all the expected profit, no more

 
Renat Akhtyamov:

and: 1 = const

and here the desperate ones from triangles ( tripod type) are going to squeeze out a profit ;)))

the losses are on the spread, no more

They're squeezing out quite a bit of profit, but not much at all. I've posted the status. There must be something more interesting, though.
 
Maxaxa:
They're squeezing out quite a bit of profit, but not much at all. I've posted a statue. There must be something more interesting, though.

this profit is quite deceptive.

it can suddenly become just as small a disadvantage

And since the lots are huge, the loss will quickly amplify the swap.

and there's no way out.
 
Renat Akhtyamov:

this profit is quite deceptive.

it can suddenly become just as small a disadvantage.

and since the lots there are huge, the loss will quickly amplify the swap

and you can't get out of it.

That's right. The last construction opened on the 29th in the morning closed only yesterday, the profit was 28.58, with an overhead of 13.92 and I must say that the total swap was only 0.02

The drawdown in the process was about -700 )) I had to refill the boiler a bit...

Now I'm investigating why the centre of gravity of the briefcase has shifted so much...

 
Maxaxa:

That's right. The last design opened on the 29th in the morning closed just yesterday, the profit was 28.58, with an overhead of 13.92 and I must say that the total swap was only 0.02

The drawdown in the process was about -700 )) had to refill the boiler a bit...

Now I'm investigating why the portfolio's centre of gravity has shifted so much...

Had it not shifted so fortunate to come out in the plus, i.e. centre of gravity at zero, it would have been hanging around for years eating up negative swap

would hang on for as long as there was enough money

 
Aleksey Mavrin:

Well the divergence options are two, as you said. You suggested to trade divergence, i.e. to enter when it is absent and to take profit when it increases, then the question of choosing one of the two options is relevant, or you do not mean that?

We should also keep in mind that if for instruments with direct correlation we use the variant of entry when the spread reaches its maximum (instruments maximally separate), then for instruments with opposite correlation it is vice versa - we enter when the spread is minimal (instruments maximally get closer).

 
Renat Akhtyamov:

and: 1 = const

and here the desperate ones are going to squeeze a profit out of triangles ( tripod type)))

The losses there on the spread, that's all the expected profit, no more

This is true for a neutral triangle, butMaxaxa doesn't trade a neutral triangle, he trades an unbalanced triangle. And the profit will depend on how unbalanced it is.

 
Renat Akhtyamov:

if it had not shifted so fortuitously to come out in the plus, i.e. centre of gravity at zero, it would have been hovering for years, eating up negative swap

would have hung on for as long as there was money left over

on the contrary, it would've shifted badly at all.

Figuratively speaking - a shadow from a balanced (neutral) triangle - is not visible, it is equal in area to it. I change its balance and a shadow appears that goes from plus to minus - the more skewed it is, the bigger is the shadow and actually the possible drawdown, or profit. Apparently I went too far with the imbalance and ended up with a sluggish structure. This process is cyclic. But perhaps I'm wrong.

No matter how you look at it, the system of EURUSD, GBPUSD and EURGBP is a closed one.

 
Evgeniy Chumakov:

Better give me a link so I can read exactly what I need to read.

p/s. How to highlight components I don't need, what to do next...

https://www.mql5.com/ru/forum/114579/page18#comment_3107660

Корректный расчёт Индексов валют.
Корректный расчёт Индексов валют.
  • 2012.01.20
  • www.mql5.com
При расчёте Индекса Доллара с последующим расчётом Индексов остальных Валют через Индекс Доллара возникает проблема: Индекс Евро / Индекс Фунта не...
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